Composer · investment strategy
by Composer Technologies · via Composer
A short‑term swing strategy that flips between 3× China bull (YINN), 3× China bear (YANG), and sometimes 3× S&P 500 (UPRO). It mostly fades extreme short‑term moves in Chinese stocks and uses a “hot/cold” meter when things are calm. Very high risk.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
3 of 4 funds in its are : UPRO, YANG, YINN
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It watches FXI (big Chinese stocks) as a thermometer. If the last week was extremely up or down, it usually bets on a snap‑back using YINN (3× bull) or YANG (3× bear).<br>If the week wasn’t extreme, it checks for recent 6‑day bursts and often fades them (sometimes buys a sharp dip).<br>If nothing is extreme, it uses a simple “hot/cold” meter to fade whichever side looks overheated.<br>When unclear, it parks in UPRO (3× S&P 500). Always 100% in one ETF. Very risky.
A short‑term swing strategy that flips between 3× China bull (YINN), 3× China bear (YANG), and sometimes 3× S&P 500 (UPRO). It mostly fades extreme short‑term moves in Chinese stocks and uses a “hot/cold” meter when things are calm. Very high risk.
Satellite to the S&P 500: a rules-based China-tactical sleeve (YINN/YANG/UPRO) designed to capture China rallies and diversify. Out-of-sample: ~17.1% annualized return with higher volatility and drawdown risk but unique upside in China regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.6M | 2026-10-19 | |
| Backtest regulatory fees | $2,830 | 2026-10-19 | |
| Backtest slippage cost | $24k | 2026-10-19 |
| AI categories (Composer) | china equities, daily switching, high risk, leveraged etfs, mean reversion, rsi-based signals, tactical trading, trend-reversal | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 52 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FXI", "UPRO", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.68 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,021 | 2026-10-19 | |
| Out-of-sample length | 516 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 51.52% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 76k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.10% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.72% | ||
| Return, trailing 1 day (out-of-sample) | -3.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | ||
| Return, trailing 1 week (out-of-sample) | -4.63% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 34.86% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.65% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | ||
| SPY annualized return over the backtest window (backtest) | 14.43% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.26 | ||
| Maximum drawdown, backtest period (backtest) | -73.41% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.46% | ||
| Sharpe ratio, backtest period (backtest) | 1.01 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Sortino ratio, backtest period (backtest) | 1.52 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 56.63% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.66% |
| Annualized turnover, backtest period (backtest) | 7.52 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.35 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.26% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
